CME Australian Dollar Future September 2014


Trading Metrics calculated at close of trading on 22-May-2014
Day Change Summary
Previous Current
21-May-2014 22-May-2014 Change Change % Previous Week
Open 0.9167 0.9173 0.0006 0.1% 0.9282
High 0.9179 0.9202 0.0023 0.3% 0.9328
Low 0.9136 0.9143 0.0007 0.1% 0.9250
Close 0.9162 0.9146 -0.0016 -0.2% 0.9289
Range 0.0043 0.0059 0.0016 37.2% 0.0078
ATR 0.0053 0.0053 0.0000 0.8% 0.0000
Volume 1,352 1,670 318 23.5% 1,724
Daily Pivots for day following 22-May-2014
Classic Woodie Camarilla DeMark
R4 0.9341 0.9302 0.9178
R3 0.9282 0.9243 0.9162
R2 0.9223 0.9223 0.9157
R1 0.9184 0.9184 0.9151 0.9174
PP 0.9164 0.9164 0.9164 0.9159
S1 0.9125 0.9125 0.9141 0.9115
S2 0.9105 0.9105 0.9135
S3 0.9046 0.9066 0.9130
S4 0.8987 0.9007 0.9114
Weekly Pivots for week ending 16-May-2014
Classic Woodie Camarilla DeMark
R4 0.9523 0.9484 0.9332
R3 0.9445 0.9406 0.9310
R2 0.9367 0.9367 0.9303
R1 0.9328 0.9328 0.9296 0.9348
PP 0.9289 0.9289 0.9289 0.9299
S1 0.9250 0.9250 0.9282 0.9270
S2 0.9211 0.9211 0.9275
S3 0.9133 0.9172 0.9268
S4 0.9055 0.9094 0.9246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9291 0.9136 0.0155 1.7% 0.0053 0.6% 6% False False 829
10 0.9328 0.9136 0.0192 2.1% 0.0049 0.5% 5% False False 569
20 0.9328 0.9120 0.0208 2.3% 0.0051 0.6% 13% False False 377
40 0.9355 0.9107 0.0248 2.7% 0.0052 0.6% 16% False False 259
60 0.9355 0.8813 0.0542 5.9% 0.0044 0.5% 61% False False 177
80 0.9355 0.8615 0.0740 8.1% 0.0034 0.4% 72% False False 133
100 0.9355 0.8582 0.0773 8.5% 0.0029 0.3% 73% False False 107
120 0.9355 0.8582 0.0773 8.5% 0.0024 0.3% 73% False False 89
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9453
2.618 0.9356
1.618 0.9297
1.000 0.9261
0.618 0.9238
HIGH 0.9202
0.618 0.9179
0.500 0.9173
0.382 0.9166
LOW 0.9143
0.618 0.9107
1.000 0.9084
1.618 0.9048
2.618 0.8989
4.250 0.8892
Fisher Pivots for day following 22-May-2014
Pivot 1 day 3 day
R1 0.9173 0.9198
PP 0.9164 0.9180
S1 0.9155 0.9163

These figures are updated between 7pm and 10pm EST after a trading day.

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